Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263664.1185 | 201318.4366 | 62345.6819 | 496234.2378 | 359882.7748 | 136351.463 |
Total P&L (%) | 263.6641 | 201.3184 | 62.3457 | 496.2342 | 359.8828 | 136.3515 |
Avg Daily Profit (%) | 0.5062 | 0.3865 | 0.1197 | 0.3434 | 0.2934 | 0.1653 |
Buy And Hold Return (%) | 55.0902 | 55.0902 | 55.0902 | 55.0902 | 55.0902 | 55.0902 |
Max Trade Drawdown | -57435 | -37445 | -45918 | -330005 | -226626 | -175940 |
Profit Factor | 1.474 | 1.7216 | 1.2248 | 1.3155 | 1.44 | 1.1806 |
Total Trades | 293 | 146 | 147 | 293 | 146 | 147 |
Winning Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Losing Trades | 172 | 85 | 87 | 172 | 85 | 87 |
Profitability (%) | 41.2969 | 41.7808 | 40.8163 | 41.2969 | 41.7808 | 40.8163 |
Ratio Avg Win / Avg Loss | 2.0952 | 2.399 | 1.776 | 1.87 | 2.0066 | 1.7119 |
Largest Winning Trade | 91356 | 91356 | 23103 | 184930 | 184930 | 84432 |
Largest Losing Trade | -12385 | -12385 | -11250 | -52391 | -49508 | -52391 |
Avg Bars in Trades | 84 | 83 | 85 | 84 | 83 | 85 |
Avg Bars in Winners | 116 | 111 | 122 | 116 | 111 | 122 |
Avg Bars in Losers | 61 | 63 | 60 | 61 | 63 | 60 |
Bars Traded | 24806 | 12210 | 12596 | 24806 | 12210 | 12596 |
Profit Streak | 0 | 17.0462 | 0 | 0 | 17.0462 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307875 | 269824 | -161574 | 277759 | 277356 | -21442 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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